Is Capping Executive Bonuses Useful? /

This paper develops a theoretical framework to study the impact of bonus caps on banks' risk taking. In the model, labor market price adjustments can offset the direct effects of bonus caps. The calibrated model suggests that bonus caps are only effective when bank executives' mobility is...

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التفاصيل البيبلوغرافية
المؤلف الرئيسي: Asai, Kentaro
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2016.
سلاسل:IMF Working Papers; Working Paper ; No. 2016/196
الوصول للمادة أونلاين:Full text available on IMF
الوصف
الملخص:This paper develops a theoretical framework to study the impact of bonus caps on banks' risk taking. In the model, labor market price adjustments can offset the direct effects of bonus caps. The calibrated model suggests that bonus caps are only effective when bank executives' mobility is restricted. It also suggests, irrespective of the degree of labor market mobility, bonus caps simultaneously reduce risk shifting by bank executives (too much risk taking because of limited liability), but aggravate underinvestment (bank executives foregoing risky but productive projects). Hence, the welfare effects of bonus caps critically depend on initial conditions, including the relative importance of risk shifting versus underinvestment.
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وصف مادي:1 online resource (37 pages)
التنسيق:Mode of access: Internet
تدمد:1018-5941
وصول:Electronic access restricted to authorized BRAC University faculty, staff and students